0.61Open2.50Pre Close1 Volume2 Open Interest76.00Strike Price61.00Turnover36.25%IV2.68%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.3715Delta0.1019Gamma80.66Leverage Ratio-0.1090Theta0.0050Rho29.96Eff Leverage0.0387Vega